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In a medium saute pan, heat the olive oil. Gently saute the whole garlic cloves until golden brown on all sides, about 8 to 10 minutes. Add the peppers and saute until soft, but not browned, about 7 to 8 minutes longer. Remove from heat. Separate and let cool.
Bring the mozzarella to room temperature. Place the sausage, peppers, garlic and mozzarella around a cutting board, all in separate bowls.
Bring 6 cups water to a boil, adding the salt and sugar. Slowly add the cornmeal to the boiling water in a thin stream, whisking continuously. Lower heat and cook until the polenta resembles the texture of hot cereal. Remove the pot from heat.
Moving quickly, pour the polenta into the terrine mold about 3/4-inch from the top. Sprinkle all the crumbled sausage over the polenta. Cover the sausage with about 1-1/2 cups warm polenta. Using a spatula, flatten and smooth the polenta to create a flat surface. Next, layer the peppers and the garlic cloves. Repeat with another layer of 1-1/2 cups warm polenta over the peppers. Remember to smooth and flatten the polenta layer to make a nice flat surface all the way to the edges. Lay the mozzarella over the polenta (but do not bring the mozzarella to the edges). Pour another layer of warm polenta over the mozzarella to fill the terrine. Smooth the top layer all the way to the edges. There may be left over polenta.
Chill the terrine overnight.
To serve, invert the terrine over a cutting board. It should come out quite easily. Slice the terrine as you would slice bread, about 3/4-inch thick. Place the slice flat on a baking sheet. Bake for 10 to 12 minutes. Sprinkle with grated cheese and serve immediately.